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You searched for subject:(Portfolio optimization). Showing records 1 – 30 of 219 total matches.

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Cornell University

1. Mull-Osborn, Alexander. Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles .

Degree: 2014, Cornell University

 In this work, the effect an asset price bubble has on optimal portfolio allocations is investigated. A price bubble is an economic phenomenon that occurs… (more)

Subjects/Keywords: Portfolio Optimization; Price Bubbles

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APA (6th Edition):

Mull-Osborn, A. (2014). Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/37016

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mull-Osborn, Alexander. “Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles .” 2014. Thesis, Cornell University. Accessed October 15, 2019. http://hdl.handle.net/1813/37016.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mull-Osborn, Alexander. “Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles .” 2014. Web. 15 Oct 2019.

Vancouver:

Mull-Osborn A. Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles . [Internet] [Thesis]. Cornell University; 2014. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/1813/37016.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mull-Osborn A. Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles . [Thesis]. Cornell University; 2014. Available from: http://hdl.handle.net/1813/37016

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Waterloo

2. Agatonovic, Marko. Heavy-tail Sensitivity of Stable Portfolios.

Degree: 2010, University of Waterloo

 This thesis documents a heavy-tailed analysis of stable portfolios. Stock market crashes occur more often than is predicted by a normal distribution,which provides empirical evidence… (more)

Subjects/Keywords: Stable Portfolios; Portfolio Optimization

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APA (6th Edition):

Agatonovic, M. (2010). Heavy-tail Sensitivity of Stable Portfolios. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/5427

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Agatonovic, Marko. “Heavy-tail Sensitivity of Stable Portfolios.” 2010. Thesis, University of Waterloo. Accessed October 15, 2019. http://hdl.handle.net/10012/5427.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Agatonovic, Marko. “Heavy-tail Sensitivity of Stable Portfolios.” 2010. Web. 15 Oct 2019.

Vancouver:

Agatonovic M. Heavy-tail Sensitivity of Stable Portfolios. [Internet] [Thesis]. University of Waterloo; 2010. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/10012/5427.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Agatonovic M. Heavy-tail Sensitivity of Stable Portfolios. [Thesis]. University of Waterloo; 2010. Available from: http://hdl.handle.net/10012/5427

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Toronto

3. Lee, Minho. Centralized Portfolio Optimization in the Presence of Decentralized Decision Making.

Degree: 2015, University of Toronto

We study an asset allocation problem for a multi-asset fund where multiple decentralized managers implement investment strategies in separate asset classes. To control for portfolio(more)

Subjects/Keywords: Centralized; Decentralized; Portfolio optimization; 0796

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APA (6th Edition):

Lee, M. (2015). Centralized Portfolio Optimization in the Presence of Decentralized Decision Making. (Masters Thesis). University of Toronto. Retrieved from http://hdl.handle.net/1807/75191

Chicago Manual of Style (16th Edition):

Lee, Minho. “Centralized Portfolio Optimization in the Presence of Decentralized Decision Making.” 2015. Masters Thesis, University of Toronto. Accessed October 15, 2019. http://hdl.handle.net/1807/75191.

MLA Handbook (7th Edition):

Lee, Minho. “Centralized Portfolio Optimization in the Presence of Decentralized Decision Making.” 2015. Web. 15 Oct 2019.

Vancouver:

Lee M. Centralized Portfolio Optimization in the Presence of Decentralized Decision Making. [Internet] [Masters thesis]. University of Toronto; 2015. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/1807/75191.

Council of Science Editors:

Lee M. Centralized Portfolio Optimization in the Presence of Decentralized Decision Making. [Masters Thesis]. University of Toronto; 2015. Available from: http://hdl.handle.net/1807/75191


North Carolina State University

4. Na, Sungsoo. A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs.

Degree: PhD, Industrial Engineering, 2009, North Carolina State University

 In this thesis we extend the Markowitz Mean-Variance model to a rebalancing portfolio optimization problem incorporating realistic considerations such as transaction costs and a risk-free… (more)

Subjects/Keywords: heuristic optimization; portfolio optimization model; transaction costs

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APA (6th Edition):

Na, S. (2009). A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/4795

Chicago Manual of Style (16th Edition):

Na, Sungsoo. “A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs.” 2009. Doctoral Dissertation, North Carolina State University. Accessed October 15, 2019. http://www.lib.ncsu.edu/resolver/1840.16/4795.

MLA Handbook (7th Edition):

Na, Sungsoo. “A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs.” 2009. Web. 15 Oct 2019.

Vancouver:

Na S. A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs. [Internet] [Doctoral dissertation]. North Carolina State University; 2009. [cited 2019 Oct 15]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/4795.

Council of Science Editors:

Na S. A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs. [Doctoral Dissertation]. North Carolina State University; 2009. Available from: http://www.lib.ncsu.edu/resolver/1840.16/4795


Uppsala University

5. Barkino, Iliam. Enough is Enough : Sufficient number of securities in an optimal portfolio.

Degree: Business Studies, 2016, Uppsala University

This empirical study has shown that optimal portfolios need approximately 10 securities to diversify away the unsystematic risk. This challenges previous studies of randomly… (more)

Subjects/Keywords: Optimal Portfolio; Random Portfolio; Optimization; Modern Portfolio Theory; Variance; Covariance; Diversification; Relative Standard Deviation

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APA (6th Edition):

Barkino, I. (2016). Enough is Enough : Sufficient number of securities in an optimal portfolio. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Barkino, Iliam. “Enough is Enough : Sufficient number of securities in an optimal portfolio.” 2016. Thesis, Uppsala University. Accessed October 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Barkino, Iliam. “Enough is Enough : Sufficient number of securities in an optimal portfolio.” 2016. Web. 15 Oct 2019.

Vancouver:

Barkino I. Enough is Enough : Sufficient number of securities in an optimal portfolio. [Internet] [Thesis]. Uppsala University; 2016. [cited 2019 Oct 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Barkino I. Enough is Enough : Sufficient number of securities in an optimal portfolio. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

6. Hrachovec, Lukáš. Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu .

Degree: 2015, Brno University of Technology

 Předmětem bakalářské práce „Optimalizace podnikového portfolia“ je charakterizovat proces a odlišnosti při jednotlivých možnostech investování. Cílem této práce je navrhnout optimální investici pro určitý ekonomický… (more)

Subjects/Keywords: Investice; portfolio; optimalizace; analýza; Investment; Portfolio; Optimization; Analysis

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APA (6th Edition):

Hrachovec, L. (2015). Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/41758

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hrachovec, Lukáš. “Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu .” 2015. Thesis, Brno University of Technology. Accessed October 15, 2019. http://hdl.handle.net/11012/41758.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hrachovec, Lukáš. “Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu .” 2015. Web. 15 Oct 2019.

Vancouver:

Hrachovec L. Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu . [Internet] [Thesis]. Brno University of Technology; 2015. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/11012/41758.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hrachovec L. Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu . [Thesis]. Brno University of Technology; 2015. Available from: http://hdl.handle.net/11012/41758

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Lehigh University

7. Dong, Yang. Robust Performance Attribution Analysis in Investment Management.

Degree: PhD, Information and Systems Engineering, 2014, Lehigh University

 This dissertation investigates robust optimization models for performance attribution analysis in investment management. Specifically, an investment manager seeks to evaluate the performance of fund managers… (more)

Subjects/Keywords: Portfolio management; Robust optimization; Uncertainty; Engineering

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APA (6th Edition):

Dong, Y. (2014). Robust Performance Attribution Analysis in Investment Management. (Doctoral Dissertation). Lehigh University. Retrieved from https://preserve.lehigh.edu/etd/1474

Chicago Manual of Style (16th Edition):

Dong, Yang. “Robust Performance Attribution Analysis in Investment Management.” 2014. Doctoral Dissertation, Lehigh University. Accessed October 15, 2019. https://preserve.lehigh.edu/etd/1474.

MLA Handbook (7th Edition):

Dong, Yang. “Robust Performance Attribution Analysis in Investment Management.” 2014. Web. 15 Oct 2019.

Vancouver:

Dong Y. Robust Performance Attribution Analysis in Investment Management. [Internet] [Doctoral dissertation]. Lehigh University; 2014. [cited 2019 Oct 15]. Available from: https://preserve.lehigh.edu/etd/1474.

Council of Science Editors:

Dong Y. Robust Performance Attribution Analysis in Investment Management. [Doctoral Dissertation]. Lehigh University; 2014. Available from: https://preserve.lehigh.edu/etd/1474


Penn State University

8. Wang, Yuan. Markowitz Portfolio Optimization with Misspecified Covariance Matrices.

Degree: MS, Industrial Engineering, 2015, Penn State University

 We consider portfolio optimization problems in which the true covariance matrix is misspecified and its value may be obtained by solving a suitably defined learning… (more)

Subjects/Keywords: Markowitz Portfolio Optimization; ADMM; Machine Learning

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APA (6th Edition):

Wang, Y. (2015). Markowitz Portfolio Optimization with Misspecified Covariance Matrices. (Masters Thesis). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/26612

Chicago Manual of Style (16th Edition):

Wang, Yuan. “Markowitz Portfolio Optimization with Misspecified Covariance Matrices.” 2015. Masters Thesis, Penn State University. Accessed October 15, 2019. https://etda.libraries.psu.edu/catalog/26612.

MLA Handbook (7th Edition):

Wang, Yuan. “Markowitz Portfolio Optimization with Misspecified Covariance Matrices.” 2015. Web. 15 Oct 2019.

Vancouver:

Wang Y. Markowitz Portfolio Optimization with Misspecified Covariance Matrices. [Internet] [Masters thesis]. Penn State University; 2015. [cited 2019 Oct 15]. Available from: https://etda.libraries.psu.edu/catalog/26612.

Council of Science Editors:

Wang Y. Markowitz Portfolio Optimization with Misspecified Covariance Matrices. [Masters Thesis]. Penn State University; 2015. Available from: https://etda.libraries.psu.edu/catalog/26612


McMaster University

9. Mbodji, Oumar. Time Consistent Behaviour and Discount Rates.

Degree: PhD, 2018, McMaster University

Decisions such as saving, investing, policymaking, have consequences in multiple time periods and are called intertemporal. These choices require decision-makers to trade-off costs and benefits… (more)

Subjects/Keywords: time consistent; portfolio; optimization; discount rates

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APA (6th Edition):

Mbodji, O. (2018). Time Consistent Behaviour and Discount Rates. (Doctoral Dissertation). McMaster University. Retrieved from http://hdl.handle.net/11375/23890

Chicago Manual of Style (16th Edition):

Mbodji, Oumar. “Time Consistent Behaviour and Discount Rates.” 2018. Doctoral Dissertation, McMaster University. Accessed October 15, 2019. http://hdl.handle.net/11375/23890.

MLA Handbook (7th Edition):

Mbodji, Oumar. “Time Consistent Behaviour and Discount Rates.” 2018. Web. 15 Oct 2019.

Vancouver:

Mbodji O. Time Consistent Behaviour and Discount Rates. [Internet] [Doctoral dissertation]. McMaster University; 2018. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/11375/23890.

Council of Science Editors:

Mbodji O. Time Consistent Behaviour and Discount Rates. [Doctoral Dissertation]. McMaster University; 2018. Available from: http://hdl.handle.net/11375/23890


Penn State University

10. Shahriari, Mehdi. Spatial and Temporal Analysis of Renewable Power Generation Portfolios.

Degree: 2018, Penn State University

 The increase in renewable energy nameplate capacity has resulted in significant rise in net electricity generation from renewable sources. This increased renewable power penetration results… (more)

Subjects/Keywords: Renewable Energy; Electricity Market; Portfolio Optimization

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APA (6th Edition):

Shahriari, M. (2018). Spatial and Temporal Analysis of Renewable Power Generation Portfolios. (Thesis). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/15201mys5724

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shahriari, Mehdi. “Spatial and Temporal Analysis of Renewable Power Generation Portfolios.” 2018. Thesis, Penn State University. Accessed October 15, 2019. https://etda.libraries.psu.edu/catalog/15201mys5724.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shahriari, Mehdi. “Spatial and Temporal Analysis of Renewable Power Generation Portfolios.” 2018. Web. 15 Oct 2019.

Vancouver:

Shahriari M. Spatial and Temporal Analysis of Renewable Power Generation Portfolios. [Internet] [Thesis]. Penn State University; 2018. [cited 2019 Oct 15]. Available from: https://etda.libraries.psu.edu/catalog/15201mys5724.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shahriari M. Spatial and Temporal Analysis of Renewable Power Generation Portfolios. [Thesis]. Penn State University; 2018. Available from: https://etda.libraries.psu.edu/catalog/15201mys5724

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Chan, Yuk Fung. Financial Models for Commodity, Energy and Equity Markets .

Degree: PhD, 2015, Princeton University

 In this thesis, we propose several financial models to better understand the dramatic price behavior observed in the commodity and energy markets over the past… (more)

Subjects/Keywords: Financialization; Mean Field Games; Portfolio Optimization

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APA (6th Edition):

Chan, Y. F. (2015). Financial Models for Commodity, Energy and Equity Markets . (Doctoral Dissertation). Princeton University. Retrieved from http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f

Chicago Manual of Style (16th Edition):

Chan, Yuk Fung. “Financial Models for Commodity, Energy and Equity Markets .” 2015. Doctoral Dissertation, Princeton University. Accessed October 15, 2019. http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f.

MLA Handbook (7th Edition):

Chan, Yuk Fung. “Financial Models for Commodity, Energy and Equity Markets .” 2015. Web. 15 Oct 2019.

Vancouver:

Chan YF. Financial Models for Commodity, Energy and Equity Markets . [Internet] [Doctoral dissertation]. Princeton University; 2015. [cited 2019 Oct 15]. Available from: http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f.

Council of Science Editors:

Chan YF. Financial Models for Commodity, Energy and Equity Markets . [Doctoral Dissertation]. Princeton University; 2015. Available from: http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f


University of Helsinki

12. Long, Feiran. Portfolio selection formulated in terms of Semimartingales and Quadratic Variation.

Degree: Department of Political and Economic Studies; Helsingfors universitet, Statsvetenskapliga fakulteten, Institutionen för politik och ekonomi, 2012, University of Helsinki

 Every since Harry Markowitz published his remarkable piece on portfolio diversification in the 50s which then evolved into Modern Portfolio Theory (MPT), the trade-off between… (more)

Subjects/Keywords: portfolio optimization; semimartingale; quadratic variation; Economics; Kansantaloustiede; Nationalekonomi; portfolio optimization; semimartingale; quadratic variation

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APA (6th Edition):

Long, F. (2012). Portfolio selection formulated in terms of Semimartingales and Quadratic Variation. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/37148

Chicago Manual of Style (16th Edition):

Long, Feiran. “Portfolio selection formulated in terms of Semimartingales and Quadratic Variation.” 2012. Masters Thesis, University of Helsinki. Accessed October 15, 2019. http://hdl.handle.net/10138/37148.

MLA Handbook (7th Edition):

Long, Feiran. “Portfolio selection formulated in terms of Semimartingales and Quadratic Variation.” 2012. Web. 15 Oct 2019.

Vancouver:

Long F. Portfolio selection formulated in terms of Semimartingales and Quadratic Variation. [Internet] [Masters thesis]. University of Helsinki; 2012. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/10138/37148.

Council of Science Editors:

Long F. Portfolio selection formulated in terms of Semimartingales and Quadratic Variation. [Masters Thesis]. University of Helsinki; 2012. Available from: http://hdl.handle.net/10138/37148

13. Blom, Joakim. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.

Degree: Mathematics and Mathematical Statistics, 2016, Umeå University

  Modern portfolio theory (MPT) is an investment theory which was introduced by Harry Markowitz in 1952 and describes how risk averse investors can optimize… (more)

Subjects/Keywords: Copula; Portfolio Optimization; Extreme Value Theory; CVaR Optimization

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APA (6th Edition):

Blom, J. (2016). Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Thesis, Umeå University. Accessed October 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Web. 15 Oct 2019.

Vancouver:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Internet] [Thesis]. Umeå University; 2016. [cited 2019 Oct 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Thesis]. Umeå University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Liagkouras, Konstantinos. Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization.

Degree: 2016, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς

 Multiobjective optimization (MO) is the problem of simultaneously optimizing two or more conflicting objectives subject to certain constraints. Many real-world problems involve simultaneous optimization of… (more)

Subjects/Keywords: Πολυαντικειμενικοί Εξελικτικοί Αλγόριθμοι; Βελτιστοποίηση χαρτοφυλακίου; Multiobjective optimization; Evolutionary algorithms; Portfolio optimization

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APA (6th Edition):

Liagkouras, K. (2016). Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization. (Thesis). University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Retrieved from http://hdl.handle.net/10442/hedi/37602

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liagkouras, Konstantinos. “Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization.” 2016. Thesis, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Accessed October 15, 2019. http://hdl.handle.net/10442/hedi/37602.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liagkouras, Konstantinos. “Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization.” 2016. Web. 15 Oct 2019.

Vancouver:

Liagkouras K. Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization. [Internet] [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2016. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/10442/hedi/37602.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liagkouras K. Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization. [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2016. Available from: http://hdl.handle.net/10442/hedi/37602

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Georgia Tech

15. Morris, Carl. Dynamic portfolio optimization using mean-semivariance.

Degree: PhD, Industrial and Systems Engineering, 2017, Georgia Tech

 This dissertation studies the mean-semivariance portfolio optimization problem. We describe the relationship of this kind of optimization in the context of other types of portfolio(more)

Subjects/Keywords: Multi-period stochastic optimization; Robust optimization; Portfolio optimization; Piecewise quadratic qptimization; Parametric qptimization

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APA (6th Edition):

Morris, C. (2017). Dynamic portfolio optimization using mean-semivariance. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/59245

Chicago Manual of Style (16th Edition):

Morris, Carl. “Dynamic portfolio optimization using mean-semivariance.” 2017. Doctoral Dissertation, Georgia Tech. Accessed October 15, 2019. http://hdl.handle.net/1853/59245.

MLA Handbook (7th Edition):

Morris, Carl. “Dynamic portfolio optimization using mean-semivariance.” 2017. Web. 15 Oct 2019.

Vancouver:

Morris C. Dynamic portfolio optimization using mean-semivariance. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/1853/59245.

Council of Science Editors:

Morris C. Dynamic portfolio optimization using mean-semivariance. [Doctoral Dissertation]. Georgia Tech; 2017. Available from: http://hdl.handle.net/1853/59245


Brno University of Technology

16. Seifert, Marián. Návrh softwaru pro podporu rozhodování o portfoliových investicích .

Degree: 2012, Brno University of Technology

 Táto práca sa zaoberá návrhom a optimalizáciou portfólia cenných papierov. Pre tento proces bude vytvorený software, ktorého výstupy by mali pomôcť investorovi pri rozhodovaní. V… (more)

Subjects/Keywords: Optimalizácia portfólia; cenné papiere; optimalizačný software; optimalizačné kritérium; Portfolio optimization; securities; optimization software; optimization criterium

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APA (6th Edition):

Seifert, M. (2012). Návrh softwaru pro podporu rozhodování o portfoliových investicích . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/9834

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Seifert, Marián. “Návrh softwaru pro podporu rozhodování o portfoliových investicích .” 2012. Thesis, Brno University of Technology. Accessed October 15, 2019. http://hdl.handle.net/11012/9834.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Seifert, Marián. “Návrh softwaru pro podporu rozhodování o portfoliových investicích .” 2012. Web. 15 Oct 2019.

Vancouver:

Seifert M. Návrh softwaru pro podporu rozhodování o portfoliových investicích . [Internet] [Thesis]. Brno University of Technology; 2012. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/11012/9834.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Seifert M. Návrh softwaru pro podporu rozhodování o portfoliových investicích . [Thesis]. Brno University of Technology; 2012. Available from: http://hdl.handle.net/11012/9834

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Arizona

17. Chernikov, Dmitry. PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance .

Degree: 2017, University of Arizona

 In this dissertation we investigate methods of solving various optimization problems with PDE constraints, i.e. optimization problems that have a system of partial differential equations… (more)

Subjects/Keywords: adjoint differentiation; automatic differentiation; multiphysics; nonlinear optimization; optimization of portfolio of options; PDE-constrained optimization

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APA (6th Edition):

Chernikov, D. (2017). PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance . (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/626368

Chicago Manual of Style (16th Edition):

Chernikov, Dmitry. “PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance .” 2017. Doctoral Dissertation, University of Arizona. Accessed October 15, 2019. http://hdl.handle.net/10150/626368.

MLA Handbook (7th Edition):

Chernikov, Dmitry. “PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance .” 2017. Web. 15 Oct 2019.

Vancouver:

Chernikov D. PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance . [Internet] [Doctoral dissertation]. University of Arizona; 2017. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/10150/626368.

Council of Science Editors:

Chernikov D. PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance . [Doctoral Dissertation]. University of Arizona; 2017. Available from: http://hdl.handle.net/10150/626368


Université Catholique de Louvain

18. Oger, Marie-Odile. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.

Degree: 2016, Université Catholique de Louvain

Over the past decades, assumptions related to modern portfolio theory such as investors‟ rationality, market efficiency and Gaussian returns have been challenged, namely through the… (more)

Subjects/Keywords: Behavioral portfolio theory; Mean-variance theory; Mental Account; Portfolio optimization; Decision making

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APA (6th Edition):

Oger, M. (2016). Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:3983

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Oger, Marie-Odile. “Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.” 2016. Thesis, Université Catholique de Louvain. Accessed October 15, 2019. http://hdl.handle.net/2078.1/thesis:3983.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Oger, Marie-Odile. “Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.” 2016. Web. 15 Oct 2019.

Vancouver:

Oger M. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/2078.1/thesis:3983.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Oger M. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/thesis:3983

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

19. Chiang, Bing-Yang. Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio.

Degree: Master, Institute Of Computer Science And Engineering, 2018, NSYSU

 Investment is always an interesting and important issue for people since international financial crisis is hard to predict and governmentâs policy may have influence on… (more)

Subjects/Keywords: diverse group stock portfolio; fuzzy grouping genetic algorithm; grouping problem; individual repair mechanism; portfolio optimization

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APA (6th Edition):

Chiang, B. (2018). Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chiang, Bing-Yang. “Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio.” 2018. Thesis, NSYSU. Accessed October 15, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chiang, Bing-Yang. “Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio.” 2018. Web. 15 Oct 2019.

Vancouver:

Chiang B. Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio. [Internet] [Thesis]. NSYSU; 2018. [cited 2019 Oct 15]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chiang B. Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Iowa State University

20. Lou, Chenlu. Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard.

Degree: 2011, Iowa State University

 In this thesis we construct and analyze a mean-variance utility maximization model for a risk-averse electric power generation company who wishes to determine the optimal… (more)

Subjects/Keywords: Generation expansion planning; Portfolio optimization; Production Tax Credit; Renewable energy; Renewable Portfolio Standard; Industrial Engineering

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APA (6th Edition):

Lou, C. (2011). Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard. (Thesis). Iowa State University. Retrieved from https://lib.dr.iastate.edu/etd/11202

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lou, Chenlu. “Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard.” 2011. Thesis, Iowa State University. Accessed October 15, 2019. https://lib.dr.iastate.edu/etd/11202.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lou, Chenlu. “Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard.” 2011. Web. 15 Oct 2019.

Vancouver:

Lou C. Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard. [Internet] [Thesis]. Iowa State University; 2011. [cited 2019 Oct 15]. Available from: https://lib.dr.iastate.edu/etd/11202.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lou C. Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard. [Thesis]. Iowa State University; 2011. Available from: https://lib.dr.iastate.edu/etd/11202

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

21. Budík, Jan. METODY TVORBY MĚNOVÉHO PORTFOLIA .

Degree: 2013, Brno University of Technology

 Dizertační práce pojednává o metodě tvorby měnového portfolia zaměřeného na krátkodobé držení dílčích investičních pozic, které nepřesahuje jeden obchodní den. Z tohoto důvodu je nezbytné… (more)

Subjects/Keywords: Měnové portfolio; investiční strategie; forex; optimalizace; riziko.; Currency portfolio; investment strategy; forex; optimization; risk.

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APA (6th Edition):

Budík, J. (2013). METODY TVORBY MĚNOVÉHO PORTFOLIA . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/26945

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Budík, Jan. “METODY TVORBY MĚNOVÉHO PORTFOLIA .” 2013. Thesis, Brno University of Technology. Accessed October 15, 2019. http://hdl.handle.net/11012/26945.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Budík, Jan. “METODY TVORBY MĚNOVÉHO PORTFOLIA .” 2013. Web. 15 Oct 2019.

Vancouver:

Budík J. METODY TVORBY MĚNOVÉHO PORTFOLIA . [Internet] [Thesis]. Brno University of Technology; 2013. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/11012/26945.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Budík J. METODY TVORBY MĚNOVÉHO PORTFOLIA . [Thesis]. Brno University of Technology; 2013. Available from: http://hdl.handle.net/11012/26945

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. Sampaio, Phillipe Rodrigues. Teoria, métodos e aplicações de otimização multiobjetivo.

Degree: Mestrado, Ciência da Computação, 2011, University of São Paulo

Problemas com múltiplos objetivos são muito frequentes nas áreas de Otimização, Economia, Finanças, Transportes, Engenharia e várias outras. Como os objetivos são, geralmente, conflitantes, faz-se… (more)

Subjects/Keywords: compressed sensing; compressed sensing; multiobjective optimization; nonlinear programming; otimização de portfolio; otimização multiobjetivo; portfolio optimization; programação não-linear

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APA (6th Edition):

Sampaio, P. R. (2011). Teoria, métodos e aplicações de otimização multiobjetivo. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45134/tde-25042011-122013/ ;

Chicago Manual of Style (16th Edition):

Sampaio, Phillipe Rodrigues. “Teoria, métodos e aplicações de otimização multiobjetivo.” 2011. Masters Thesis, University of São Paulo. Accessed October 15, 2019. http://www.teses.usp.br/teses/disponiveis/45/45134/tde-25042011-122013/ ;.

MLA Handbook (7th Edition):

Sampaio, Phillipe Rodrigues. “Teoria, métodos e aplicações de otimização multiobjetivo.” 2011. Web. 15 Oct 2019.

Vancouver:

Sampaio PR. Teoria, métodos e aplicações de otimização multiobjetivo. [Internet] [Masters thesis]. University of São Paulo; 2011. [cited 2019 Oct 15]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45134/tde-25042011-122013/ ;.

Council of Science Editors:

Sampaio PR. Teoria, métodos e aplicações de otimização multiobjetivo. [Masters Thesis]. University of São Paulo; 2011. Available from: http://www.teses.usp.br/teses/disponiveis/45/45134/tde-25042011-122013/ ;

23. Hirani, Shyam. The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework.

Degree: Faculty of Arts and Sciences, 2014, Linköping UniversityLinköping University

  Within the scope of this thesis, the Black-Litterman Asset Allocation Model (as presented in He & Litterman, 1999) is compared to the classical mean-variance… (more)

Subjects/Keywords: Black-Litterman mean-variance portfolio optimization efficient frontier sensitivity analysis high-yield strategy canonical reverse optimization equilibrium portfolio CAPM

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APA (6th Edition):

Hirani, S. (2014). The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework. (Thesis). Linköping UniversityLinköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hirani, Shyam. “The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework.” 2014. Thesis, Linköping UniversityLinköping University. Accessed October 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hirani, Shyam. “The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework.” 2014. Web. 15 Oct 2019.

Vancouver:

Hirani S. The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework. [Internet] [Thesis]. Linköping UniversityLinköping University; 2014. [cited 2019 Oct 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hirani S. The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework. [Thesis]. Linköping UniversityLinköping University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Humboldt University of Berlin

24. Wesselhöfft, Niels. The Kelly Criterion: implementation, simulation and backtest.

Degree: 2016, Humboldt University of Berlin

In dieser Masterarbeit wird das asymptotisch optimale Kelly Portfolio, im Gegensatz zum Mittelwert/Varianz Ansatz, implementiert und in einer Simulationsstudie, wie auch auf empirischer Basis getestet.… (more)

Subjects/Keywords: Statistik; Wirtschaft; Portfolio Optimization; Kelly Kriterion; Portfolio-Optimierung; Portfolio-Simulationen; Optimales Investieren; Log-Nutzenfunktion; Kelly Criterion; Portfolio Simulations; Optimal Investment; Log-Utility; ddc:330

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wesselhöfft, N. (2016). The Kelly Criterion: implementation, simulation and backtest. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=42677 ; http://edoc.hu-berlin.de/master/wesselhoefft-niels-2016-02-29/PDF/wesselhoefft.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100238532

Chicago Manual of Style (16th Edition):

Wesselhöfft, Niels. “The Kelly Criterion: implementation, simulation and backtest.” 2016. Masters Thesis, Humboldt University of Berlin. Accessed October 15, 2019. http://edoc.hu-berlin.de/docviews/abstract.php?id=42677 ; http://edoc.hu-berlin.de/master/wesselhoefft-niels-2016-02-29/PDF/wesselhoefft.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100238532.

MLA Handbook (7th Edition):

Wesselhöfft, Niels. “The Kelly Criterion: implementation, simulation and backtest.” 2016. Web. 15 Oct 2019.

Vancouver:

Wesselhöfft N. The Kelly Criterion: implementation, simulation and backtest. [Internet] [Masters thesis]. Humboldt University of Berlin; 2016. [cited 2019 Oct 15]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=42677 ; http://edoc.hu-berlin.de/master/wesselhoefft-niels-2016-02-29/PDF/wesselhoefft.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100238532.

Council of Science Editors:

Wesselhöfft N. The Kelly Criterion: implementation, simulation and backtest. [Masters Thesis]. Humboldt University of Berlin; 2016. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=42677 ; http://edoc.hu-berlin.de/master/wesselhoefft-niels-2016-02-29/PDF/wesselhoefft.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100238532


Brno University of Technology

25. Roušavý, Jan. Optimalizace portfolia cenných papírů .

Degree: 2010, Brno University of Technology

 Diplomová práce se zaměřuje na problematiku vhodného výběru cenných papírů a následné sestavení portfolia z těchto cenných papírů. Dále se podrobněji věnuje analýze portfolia a… (more)

Subjects/Keywords: Optimalizace portfolio; teorie portfolio; cenné papíry; beta koeficient; výnosová míra; riziko; Portfolio optimization; portfolio theory; funds; beta coefficient; rate of return; risk

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APA (6th Edition):

Roušavý, J. (2010). Optimalizace portfolia cenných papírů . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/17504

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Roušavý, Jan. “Optimalizace portfolia cenných papírů .” 2010. Thesis, Brno University of Technology. Accessed October 15, 2019. http://hdl.handle.net/11012/17504.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Roušavý, Jan. “Optimalizace portfolia cenných papírů .” 2010. Web. 15 Oct 2019.

Vancouver:

Roušavý J. Optimalizace portfolia cenných papírů . [Internet] [Thesis]. Brno University of Technology; 2010. [cited 2019 Oct 15]. Available from: http://hdl.handle.net/11012/17504.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Roušavý J. Optimalizace portfolia cenných papírů . [Thesis]. Brno University of Technology; 2010. Available from: http://hdl.handle.net/11012/17504

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

26. Marques, Felipe Tumenas. Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos.

Degree: Mestrado, Engenharia de Produção, 2007, University of São Paulo

Um dos problemas fundamentais em finanças é a escolha de ativos para investimento. O primeiro método para solucionar este problema foi desenvolvido por Markowitz em… (more)

Subjects/Keywords: Algoritmos genéticos; Genetic algorithms; Markowitz; Markowitz; Otimização de carteiras; Portfolio optimization

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APA (6th Edition):

Marques, F. T. (2007). Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;

Chicago Manual of Style (16th Edition):

Marques, Felipe Tumenas. “Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos.” 2007. Masters Thesis, University of São Paulo. Accessed October 15, 2019. http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;.

MLA Handbook (7th Edition):

Marques, Felipe Tumenas. “Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos.” 2007. Web. 15 Oct 2019.

Vancouver:

Marques FT. Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos. [Internet] [Masters thesis]. University of São Paulo; 2007. [cited 2019 Oct 15]. Available from: http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;.

Council of Science Editors:

Marques FT. Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos. [Masters Thesis]. University of São Paulo; 2007. Available from: http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;


Anna University

27. Suganya N C. Studies on computational intelligence based strategies for financial portfolio optimization;.

Degree: 2014, Anna University

A financial portfolio is a basket of tradable assets such as stocks, bonds, commodities etc., that is held by an investor. Computational Intelligence (CI) is… (more)

Subjects/Keywords: Computation intelligence; financial portfolio optimization; wavelet networks; neural networks

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APA (6th Edition):

C, S. N. (2014). Studies on computational intelligence based strategies for financial portfolio optimization;. (Thesis). Anna University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/15032

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

C, Suganya N. “Studies on computational intelligence based strategies for financial portfolio optimization;.” 2014. Thesis, Anna University. Accessed October 15, 2019. http://shodhganga.inflibnet.ac.in/handle/10603/15032.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

C, Suganya N. “Studies on computational intelligence based strategies for financial portfolio optimization;.” 2014. Web. 15 Oct 2019.

Vancouver:

C SN. Studies on computational intelligence based strategies for financial portfolio optimization;. [Internet] [Thesis]. Anna University; 2014. [cited 2019 Oct 15]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/15032.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

C SN. Studies on computational intelligence based strategies for financial portfolio optimization;. [Thesis]. Anna University; 2014. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/15032

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


EPFL

28. Yap, Zheng Wei. Robust Portfolio Optimization.

Degree: 2017, EPFL

 Since the 2008 Global Financial Crisis, the financial market has become more unpredictable than ever before, and it seems set to remain so in the… (more)

Subjects/Keywords: Robust Optimization; Modern Portfolio Theory; Markowitz Model; Model Uncertainty

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yap, Z. W. (2017). Robust Portfolio Optimization. (Thesis). EPFL. Retrieved from http://infoscience.epfl.ch/record/230029

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yap, Zheng Wei. “Robust Portfolio Optimization.” 2017. Thesis, EPFL. Accessed October 15, 2019. http://infoscience.epfl.ch/record/230029.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yap, Zheng Wei. “Robust Portfolio Optimization.” 2017. Web. 15 Oct 2019.

Vancouver:

Yap ZW. Robust Portfolio Optimization. [Internet] [Thesis]. EPFL; 2017. [cited 2019 Oct 15]. Available from: http://infoscience.epfl.ch/record/230029.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yap ZW. Robust Portfolio Optimization. [Thesis]. EPFL; 2017. Available from: http://infoscience.epfl.ch/record/230029

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

29. Feng, Yiyong. Convex optimization methods for financial engineering : portfolio design and order execution.

Degree: 2015, Hong Kong University of Science and Technology

Portfolio risk management and algorithmic trading are active research areas and have received extensive attention and interest. The former is attached of great importance after… (more)

Subjects/Keywords: Portfolio management; Mathematical models; Investments; Risk management; Mathematical optimization; Convex functions

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Feng, Y. (2015). Convex optimization methods for financial engineering : portfolio design and order execution. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Feng, Yiyong. “Convex optimization methods for financial engineering : portfolio design and order execution.” 2015. Thesis, Hong Kong University of Science and Technology. Accessed October 15, 2019. https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Feng, Yiyong. “Convex optimization methods for financial engineering : portfolio design and order execution.” 2015. Web. 15 Oct 2019.

Vancouver:

Feng Y. Convex optimization methods for financial engineering : portfolio design and order execution. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2015. [cited 2019 Oct 15]. Available from: https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Feng Y. Convex optimization methods for financial engineering : portfolio design and order execution. [Thesis]. Hong Kong University of Science and Technology; 2015. Available from: https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

30. Wang, Tian. Portfolio optimization based on random matrix theory.

Degree: 2010, Hong Kong University of Science and Technology

 In modern portfolio theory, the covariance matrices of portfolio asset returns are always needed for different reasons in the design process. Indeed, the problem of… (more)

Subjects/Keywords: Random matrices; Portfolio management  – Mathematical models; Mathematical optimization

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wang, T. (2010). Portfolio optimization based on random matrix theory. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Tian. “Portfolio optimization based on random matrix theory.” 2010. Thesis, Hong Kong University of Science and Technology. Accessed October 15, 2019. https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Tian. “Portfolio optimization based on random matrix theory.” 2010. Web. 15 Oct 2019.

Vancouver:

Wang T. Portfolio optimization based on random matrix theory. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2010. [cited 2019 Oct 15]. Available from: https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang T. Portfolio optimization based on random matrix theory. [Thesis]. Hong Kong University of Science and Technology; 2010. Available from: https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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